Purpose This paper aims to identify various macroeconomic variables that affect the stock
market performance of developed and emerging economies. It also investigates the effect of …

We examine the effect of economic policy uncertainty on the relation between investment
and the cost of capital. Using the news-based index developed by Baker et al.(2016) for …

We study whether news and sentiment about bitcoin regulation, the hacking of bitcoin
exchanges and scheduled macroeconomic news announcements affect the volatility of …

This paper examines the relationship between news coverage and Bitcoin returns. Previous
studies have provided evidence to suggest that macroeconomic news affects stock returns …

We investigate, in a theoretical framework, the joint role played by investors' attention to
news and learning uncertainty in determining asset prices. The model provides two main …

Using a new data set consisting of six years of real-time exchange-rate quotations,
macroeconomic expectations, and macroeconomic realizations, we characterize the …

Using a unique high-frequency futures dataset, we characterize the response of US, German
and British stock, bond and foreign exchange markets to real-time US macroeconomic news …

A fully revised second edition of the best guide to high-frequency trading High-frequency
trading is a difficult, but profitable, endeavor that can generate stable profits in various …

This paper investigates the economic consequences of the Sarbanes–Oxley Act (SOX) by
examining market reactions to related legislative events. Using concurrent stock returns of …

< jats: p> The relationship between share prices and macroeconomic variables is well
documented for the United States and other major economies. However, what is the …